A sufficient condition for the existence of an invariant probability measure for Markov processes
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Publication:3367757
DOI10.1239/JAP/1127322035zbMath1086.60044OpenAlexW1967959540MaRDI QIDQ3367757
Oswaldo L. V. Costa, François Dufour
Publication date: 26 January 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1127322035
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)
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Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model ⋮ Ergodic properties and ergodic decompositions of continuous-time Markov processes ⋮ Foster-type criteria for Markov chains on general spaces
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- [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
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